Members Directory in Alphabetical Order

This shortcode will display members directory in alphabetical order.

[userpro template=list option=value]

Option in particular you need for the list template could be as below:

list_sortby – Sort members by which rule, by default it sort members by ‘registered’ (Registration date) you can change this setting to sort members by name, e-mail, or another supported sorting method by WordPress.
list_order – By default it sorts members in descending mode, default value is ‘desc’.

Instead, in the case you are using memberlist shortcode, then option should be

sortby – By default this is set to ‘registered’ ordering members by registration date.
order – desc or asc. It means order results in Ascending vs Descending mode.

Documentation